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[--[65.84.65.76]--]
AARTIIND
Aarti Industries Ltd

425.6 -9.30 (-2.14%)

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Historical option data for AARTIIND

21 Nov 2024 04:13 PM IST
AARTIIND 28NOV2024 380 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 425.60 57.5 0.00 0.00 0 0 1
20 Nov 434.90 57.5 0.00 0.00 0 0 1
19 Nov 434.90 57.5 0.00 0.00 0 0 1
18 Nov 431.25 57.5 0.00 0.00 0 0 1
14 Nov 438.25 57.5 0.00 0.00 12 0 1
13 Nov 428.65 57.5 0.00 0.00 12 0 1
12 Nov 445.25 57.5 0.00 0.00 12 0 1
11 Nov 439.75 57.5 - 12 1 1


For Aarti Industries Ltd - strike price 380 expiring on 28NOV2024

Delta for 380 CE is 0.00

Historical price for 380 CE is as follows

On 21 Nov AARTIIND was trading at 425.60. The strike last trading price was 57.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1


On 20 Nov AARTIIND was trading at 434.90. The strike last trading price was 57.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1


On 19 Nov AARTIIND was trading at 434.90. The strike last trading price was 57.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1


On 18 Nov AARTIIND was trading at 431.25. The strike last trading price was 57.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1


On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 57.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1


On 13 Nov AARTIIND was trading at 428.65. The strike last trading price was 57.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1


On 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 57.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1


On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 57.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


AARTIIND 28NOV2024 380 PE
Delta: -0.04
Vega: 0.06
Theta: -0.19
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 425.60 0.55 0.00 49.88 13 -6 129
20 Nov 434.90 0.55 0.00 49.18 1 -1 136
19 Nov 434.90 0.55 0.00 49.18 1 0 136
18 Nov 431.25 0.55 -0.05 45.26 4 -3 137
14 Nov 438.25 0.6 -0.40 44.36 7 -2 143
13 Nov 428.65 1 0.45 42.09 6 -4 147
12 Nov 445.25 0.55 -0.70 44.11 63 -62 152
11 Nov 439.75 1.25 46.72 630 213 213


For Aarti Industries Ltd - strike price 380 expiring on 28NOV2024

Delta for 380 PE is -0.04

Historical price for 380 PE is as follows

On 21 Nov AARTIIND was trading at 425.60. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 49.88, the open interest changed by -6 which decreased total open position to 129


On 20 Nov AARTIIND was trading at 434.90. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 49.18, the open interest changed by -1 which decreased total open position to 136


On 19 Nov AARTIIND was trading at 434.90. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 49.18, the open interest changed by 0 which decreased total open position to 136


On 18 Nov AARTIIND was trading at 431.25. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 45.26, the open interest changed by -3 which decreased total open position to 137


On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 0.6, which was -0.40 lower than the previous day. The implied volatity was 44.36, the open interest changed by -2 which decreased total open position to 143


On 13 Nov AARTIIND was trading at 428.65. The strike last trading price was 1, which was 0.45 higher than the previous day. The implied volatity was 42.09, the open interest changed by -4 which decreased total open position to 147


On 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 0.55, which was -0.70 lower than the previous day. The implied volatity was 44.11, the open interest changed by -62 which decreased total open position to 152


On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 1.25, which was lower than the previous day. The implied volatity was 46.72, the open interest changed by 213 which increased total open position to 213